+137.9%
GLD vs CNC
+3.1%
+134.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +1.9% | -1.7% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +0.3% | -1.8% | +2.1% | +0.3% |
| 3M | +0.6% | -0.7% | +1.3% | +0.6% |
| 6M | -15.6% | +47.9% | -63.5% | -15.3% |
| YTD | +0.9% | +56.9% | -56.1% | +1.3% |
| 1Y | +19.4% | +123.9% | -104.5% | +20.0% |
| 3Y | +124.5% | -1.3% | +125.7% | +125.6% |
| All | +137.9% | +3.1% | +134.8% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling